Inflation-indexed Securities: Bonds, Swaps and Other Derivatives, Second Edition
Mark Deacon, Andrew Derry, Dariush Mirfendereski(auth.) The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments.Content:
Chapter 1 What are Inflation?indexed Securities and Derivatives? (pages 1–8):
Chapter 2 Security Design (pages 9–42):
Chapter 3 Why Invest in Indexed Debt? (pages 43–58):
Chapter 4 Why Issue Indexed Bonds? (pages 59–71):
Chapter 5 Inflation and Real Interest Rate Analysis (pages 73–92):
Chapter 6 Major International Indexed Bond Markets (pages 93–178):
Chapter 7 Other Indexed Bond Markets (pages 179–233):
Chapter 8 Inflation?linked Derivatives: Market Description (pages 235–267):
Chapter 9 Inflation?linked Derivatives: Pricing, Hedging and Other Technical Aspects (pages 269–296):
Chapter 10 Conclusion (pages 297–300):